Notes on a 3-term Conjugacy Recurrence for the Iterative Solution of Symmetric Linear Systems

We consider a 3-term recurrence, namely CG_2step, for the iterative solution of symmetric linear systems. The new algorithm generates conjugate directions and extends some standard theoretical properties of the Conjugate Gradient (CG) method [10]. We prove the finite convergence of CG_2step, and we provide some error analysis. Then, we introduce preconditioning for CG_2step, and we prove that standard error bounds for the CG also hold for our proposal.

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Year of publication:	2008-11
Authors:	Fasano, Giovanni
Institutions:	Dipartimento di Matematica Applicata, Università Ca' Foscari Venezia
Subject:	Iterative methods \| 3-term recurrences \| Conjugate Gradient method \| Error Analysis \| Preconditioning

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Extent:	application/pdf
Series:	Working Papers. - ISSN 1828-6887.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 179 19 pages
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

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